Bausch Health (Germany) Performance
| BVF Stock | EUR 6.51 0.02 0.31% |
The firm shows a Beta (market volatility) of 0.0274, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bausch Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bausch Health is expected to be smaller as well. At this point, Bausch Health Companies has a negative expected return of -0.15%. Please make sure to confirm Bausch Health's total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if Bausch Health Companies performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Bausch Health Companies has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 2.1 B |
Bausch |
Bausch Health Relative Risk vs. Return Landscape
If you would invest 730.00 in Bausch Health Companies on December 25, 2024 and sell it today you would lose (81.00) from holding Bausch Health Companies or give up 11.1% of portfolio value over 90 days. Bausch Health Companies is currently producing negative expected returns and takes up 2.998% volatility of returns over 90 trading days. Put another way, 26% of traded stocks are less volatile than Bausch, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Bausch Health Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bausch Health's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Bausch Health Companies, and traders can use it to determine the average amount a Bausch Health's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0505
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BVF |
Estimated Market Risk
| 3.0 actual daily | 26 74% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Bausch Health is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Bausch Health by adding Bausch Health to a well-diversified portfolio.
Bausch Health Fundamentals Growth
Bausch Stock prices reflect investors' perceptions of the future prospects and financial health of Bausch Health, and Bausch Health fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Bausch Stock performance.
| Return On Equity | -1.88 | |||
| Return On Asset | 0.0338 | |||
| Profit Margin | (0.03) % | |||
| Operating Margin | 0.18 % | |||
| Current Valuation | 22.26 B | |||
| Shares Outstanding | 361.87 M | |||
| Price To Earning | 3.37 X | |||
| Price To Book | 18.34 X | |||
| Price To Sales | 0.32 X | |||
| Revenue | 8.12 B | |||
| EBITDA | 2.55 B | |||
| Cash And Equivalents | 782 M | |||
| Cash Per Share | 2.22 X | |||
| Total Debt | 22.65 B | |||
| Debt To Equity | 880.60 % | |||
| Book Value Per Share | (1.91) X | |||
| Cash Flow From Operations | 1.43 B | |||
| Earnings Per Share | 0.71 X | |||
| Total Asset | 29.2 B | |||
About Bausch Health Performance
By analyzing Bausch Health's fundamental ratios, stakeholders can gain valuable insights into Bausch Health's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Bausch Health has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Bausch Health has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Bausch Health Companies Inc. develops, manufactures, and markets a range of pharmaceutical, medical device, and over-the-counter products primarily in the therapeutic areas of eye health, gastroenterology, and dermatology. Bausch Health Companies Inc. was founded in 1983 and is headquartered in Laval, Canada. BAUSCH HEALTH operates under Drug Manufacturers - Specialty Generic classification in Germany and is traded on Frankfurt Stock Exchange. It employs 21100 people.Things to note about Bausch Health Companies performance evaluation
Checking the ongoing alerts about Bausch Health for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Bausch Health Companies help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Bausch Health generated a negative expected return over the last 90 days | |
| Bausch Health has high likelihood to experience some financial distress in the next 2 years | |
| Bausch Health has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| The company reported the revenue of 8.12 B. Net Loss for the year was (225 M) with profit before overhead, payroll, taxes, and interest of 5.76 B. | |
| Over 82.0% of the company shares are held by institutions such as insurance companies |
- Analyzing Bausch Health's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Bausch Health's stock is overvalued or undervalued compared to its peers.
- Examining Bausch Health's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Bausch Health's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Bausch Health's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Bausch Health's stock. These opinions can provide insight into Bausch Health's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Bausch Stock analysis
When running Bausch Health's price analysis, check to measure Bausch Health's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bausch Health is operating at the current time. Most of Bausch Health's value examination focuses on studying past and present price action to predict the probability of Bausch Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bausch Health's price. Additionally, you may evaluate how the addition of Bausch Health to your portfolios can decrease your overall portfolio volatility.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |